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Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Wealthfront Risk Parity Fund Class W, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.
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Returns By Period
Wealthfront Risk Parity Fund Class W
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 0.06% | 0.06% | |||||||||||
| 2024 | -1.25% | 1.14% | 2.38% | -5.01% | 4.18% | 1.13% | 3.20% | 1.95% | 3.35% | -4.91% | 2.34% | -6.38% | 1.38% |
| 2023 | 4.05% | -3.28% | 2.39% | 0.64% | -2.47% | 3.29% | 2.09% | -4.01% | -5.70% | -3.47% | 8.04% | 5.36% | 6.07% |
| 2022 | -6.41% | -3.98% | -2.02% | -5.86% | -0.58% | -4.99% | 4.10% | -3.29% | -7.40% | 1.02% | 5.48% | -1.50% | -23.39% |
| 2021 | -1.40% | -2.63% | 0.73% | 4.23% | 1.58% | 1.75% | 2.49% | 1.40% | -6.08% | 4.02% | -2.36% | 4.21% | 7.64% |
| 2020 | 1.30% | -3.94% | -19.01% | 3.41% | 2.97% | 2.22% | 3.04% | -0.21% | -3.17% | -1.97% | 8.35% | 2.98% | -6.57% |
Benchmark Metrics
Wealthfront Risk Parity Fund Class W has an annualized alpha of -6.25%, beta of 0.58, and R² of 0.48 versus S&P 500 Index. Calculated based on daily prices since April 30, 2018.
- This fund participated in 91.74% of S&P 500 Index downside but only 50.02% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.58 may look defensive, but with R² of 0.48 this fund is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this fund's risk.
- R² of 0.48 means the benchmark explains less than half of this fund's behavior — treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- -6.25%
- Beta
- 0.58
- R²
- 0.48
- Upside Capture
- 50.02%
- Downside Capture
- 91.74%
Expense Ratio
WFRPX has an expense ratio of 0.25%, which is considered low.
Return for Risk
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for Wealthfront Risk Parity Fund Class W (WFRPX) and compare them to a chosen benchmark (S&P 500 Index).
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
Dividends
Dividend History
Wealthfront Risk Parity Fund Class W provided a 0.00% dividend yield over the last twelve months, with an annual payout of $0.00 per share. The fund has been increasing its distributions for 2 consecutive years.
| Period | TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 |
|---|---|---|---|---|---|---|---|---|
| Dividend | $0.00 | $0.40 | $0.39 | $0.10 | $0.32 | $0.03 | $0.39 | $0.11 |
Dividend yield | 0.00% | 5.18% | 4.86% | 1.31% | 3.02% | 0.29% | 3.63% | 1.33% |
Monthly Dividends
The table displays the monthly dividend distributions for Wealthfront Risk Parity Fund Class W. The dividends shown in the table have been adjusted to account for any splits that may have occurred.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | |||||||||||
| 2024 | $0.00 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.12 | $0.00 | $0.00 | $0.10 | $0.00 | $0.08 | $0.40 |
| 2023 | $0.00 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.10 | $0.00 | $0.00 | $0.10 | $0.00 | $0.09 | $0.39 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.01 | $0.00 | $0.00 | $0.04 | $0.00 | $0.06 | $0.10 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.32 | $0.32 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.03 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.03 |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Wealthfront Risk Parity Fund Class W. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the Wealthfront Risk Parity Fund Class W was 42.76%, occurring on Mar 18, 2020. The portfolio has not yet recovered.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -42.76% | Feb 24, 2020 | 18 | Mar 18, 2020 | — | — | — |
| -12.55% | Aug 28, 2018 | 82 | Dec 24, 2018 | 55 | Mar 15, 2019 | 137 |
| -4.5% | Jul 5, 2019 | 22 | Aug 5, 2019 | 18 | Aug 29, 2019 | 40 |
| -4.26% | May 6, 2019 | 6 | May 13, 2019 | 18 | Jun 7, 2019 | 24 |
| -3.04% | Sep 5, 2019 | 7 | Sep 13, 2019 | 28 | Oct 23, 2019 | 35 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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